There is limited research into the situations of people living with precarious status in Canada, which includes people whose legal status is in-process, undocumented, or unauthorized, many of whom entered the country with a temporary resident visa, through family sponsorship arrangements, or as refugee claimants. In 2005, a community-university alliance sought to carry out a research study of the lived experiences of people living with precarious status. In this paper, we describe our negotiation of the ethics review process at a Canadian university and the ethical, legal, and methodological issues that emerged. Although being able to guarantee our participants complete confidentiality was essential to the viability of the project due to their vulnerability to detention or deportation, we discovered that the Canadian legal framework limited us to being able to offer them confidentiality “to the fullest extent possible by law.” One way to overcome this conflict would have been through the construction of a Wigmore defence, in which we would document that the research would not be possible without assurance of our participants’ confidentiality. Such a defence would be tested in court if our research records were subpoenaed by immigration enforcement authorities. Rather than take the risk that this defence would not be successful and would result in our participants being deported, we altered the research methods from using multiple interviews to establish trust (which would have required that we store participants’ contact information) to meeting participants only once to discuss their experiences of living with precarious legal status in Canada. Our encounter with the ‘myth of confidentiality’ raised questions about the policing of knowledge production.